Pierce the chillies, then toast over a gas flame or under a hot grill until black and blistered. Place in a bowl, cover with clingfilm and leave to cool. When cool enough to handle, pull off and discard the skins, then scoop out the seeds – or leave in if you want fireworks!
Chop the chilli flesh and mix with the sausage, paprika and a pinch of black pepper.
Sprinkle a work surface with flour. Cut the block of pastry in half and roll out into 2 strips, 50cm x 15cm each. Shape the sausage meat into 2 sausage shapes and place along the middle of each strip.
Beat the egg yolks with a splash of milk, then coat the pastry either side of the sausage with the egg mixture. Fold the pastry over and press down to seal.
Brush the tops of the sausage rolls with the egg wash, sprinkle with cumin seeds and sea salt. Cut into 5cm lengths and place on a non-stick baking sheet.
Bake for 20 minutes, until risen, puffed and golden brown.